CLIPResponse.h

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/*
 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
 *
 * This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
 * and international copyright treaties.
 *
 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
 * Services Agreement (the Agreement) and Customer end user license agreements granting
 * a non-assignable, non-transferable and non-exclusive license to use the software
 * for it's own data processing purposes under the terms defined in the Agreement.
 *
 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any
 * part of this source code or associated reference material to any other location for further
 * reproduction or redistribution, and any amendments to this copyright notice, are expressly
 * prohibited.
 *
 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
 * the terms of the Agreement is a violation of copyright law.
 */

#pragma once

#include "OnixS/Eurex/Trading/Defines.h"
#include "OnixS/Eurex/Trading/Enumerations.h"
#include "OnixS/Eurex/Trading/Export.h"
#include "OnixS/Eurex/Trading/Message.h"
#include "OnixS/Eurex/Trading/MessageInfo.h"

#include <iosfwd>
#include <string>
#include <vector>

namespace OnixS { namespace Eurex { namespace Trading {

/// Cross Request Ack Side Group Element.
class ONIXS_EUREX_ETI_EXPORT CrossRequestAckSideGrpElem
{
public:
    /// Initialize default instance.
    CrossRequestAckSideGrpElem();

    /// Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.
    UInt64 orderId;

    /// Unique participant defined order request identifier.
    UInt64 clOrdId;

    /// Role on/for a message.
    InputSource::Enum inputSource;

    /// Side of the order.
    Side::Enum side;

    /// Returns string representation.
    std::string toString() const;

private:
    friend class Serializer;
    CrossRequestAckSideGrpElem(const void* data);
};

ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const CrossRequestAckSideGrpElem&);

/// CLIP Response Message.
class ONIXS_EUREX_ETI_EXPORT CLIPResponse : public Message
{
public:
    /// Initialize default instance.
    CLIPResponse();

    /// Matching engine in timestamp.
    UInt64 trdRegTSTimeIn;

    /// Matching engine out timestamp.
    UInt64 trdRegTSTimeOut;

    /// Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated
    /// transaction.
    LastFragment::Enum lastFragment;

    /// Transaction timestamp.
    UInt64 execId;

    /// The instrument identifier uniquely identifies an instrument in the core system.
    SInt64 securityId;

    /// The product identifier uniquely identifies a Eurex product.
    SInt32 marketSegmentId;

    /// User defined transaction ID.
    SInt32 crossRequestId;

    /// Indicates whether a option strategy synthetic BBO is used for the price improvement check.
    ImpliedCheckPriceIndicator::Enum impliedCheckPriceIndicator;

    /// Cross Request Ack Side Group.
    std::vector<CrossRequestAckSideGrpElem> crossRequestAckSideGrp;

    /// Returns template ID.
    TemplateId::Enum templateId() const;

    /// Returns string representation.
    std::string toString() const;

private:
    friend class Serializer;
    CLIPResponse(const void* data, size_t dataSize, MessageInfo& msgInfo);
    void nativeSerializeTo(void* nativeMessage);
};

ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const CLIPResponse&);

}}} // namespace OnixS::Eurex::Trading